+4,261.5%
XOM vs TT
+16,138.6%
-11,877.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +1.8% | 0.0% | +1.8% | +1.7% |
| 30D | +5.9% | -7.2% | +13.0% | +7.8% |
| 3M | +5.6% | -3.0% | +8.5% | +5.8% |
| 6M | +7.9% | +1.4% | +6.5% | +6.1% |
| YTD | +35.2% | +15.9% | +19.3% | +28.0% |
| 1Y | +46.0% | +9.4% | +36.6% | +40.0% |
| 3Y | +55.0% | +124.4% | -69.3% | +18.7% |
| 5Y | +246.3% | +138.0% | +108.3% | +155.6% |
| 10Y | +181.0% | +886.4% | -705.4% | +39.2% |
| All | +4,261.5% | +16,138.6% | -11,877.1% | +1,063.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling